Stock Screening with Turnover, Order-Flow Ratio, and Rising Indicators

Summary

This Chinese-language post outlines an equity screening approach using a turnover-rate band of 3% to 12% and an outside-volume to inside-volume ratio above 1.3. It then looks for rising readings across MACD, KDJ, and RSI, treating these simultaneous upward signals as a way to narrow the candidate list. Example formulas and Python-style logic illustrate how the filters may be applied, including a code-based restriction to certain stock codes.

The post warns that technical signals can be noisy and may produce false positives, and notes that the screen gives limited attention to company fundamentals and broad market conditions. It suggests adding valuation measures and price-stability checks. These are proposed refinements rather than tested results: the page provides no performance statistics or evidence that the combined rules are profitable, and the indicator conditions describe rising values rather than necessarily formal crossover events.

Key ideas

• The screen filters stocks by a 3% to 12% turnover rate and an outside-to-inside volume ratio above 1.3.
• It combines upward readings in MACD, KDJ, and RSI to select candidates.
• Example implementations show the screening logic and an additional stock-code restriction.
• The author identifies noisy technical signals and limited use of fundamental and market context as risks.
• Valuation and price-stability filters are suggested, but their effects are not evaluated.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.